| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1,175.4 |
1,179.9 |
4.5 |
0.4% |
1,201.1 |
| High |
1,185.4 |
1,197.8 |
12.4 |
1.0% |
1,204.5 |
| Low |
1,169.3 |
1,173.3 |
4.0 |
0.3% |
1,169.3 |
| Close |
1,180.5 |
1,186.0 |
5.5 |
0.5% |
1,180.5 |
| Range |
16.1 |
24.5 |
8.4 |
52.2% |
35.2 |
| ATR |
17.9 |
18.3 |
0.5 |
2.7% |
0.0 |
| Volume |
87,125 |
74,857 |
-12,268 |
-14.1% |
715,907 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.3 |
1,247.0 |
1,199.5 |
|
| R3 |
1,234.8 |
1,222.5 |
1,192.8 |
|
| R2 |
1,210.3 |
1,210.3 |
1,190.5 |
|
| R1 |
1,198.0 |
1,198.0 |
1,188.3 |
1,204.3 |
| PP |
1,185.8 |
1,185.8 |
1,185.8 |
1,188.8 |
| S1 |
1,173.5 |
1,173.5 |
1,183.8 |
1,179.8 |
| S2 |
1,161.3 |
1,161.3 |
1,181.5 |
|
| S3 |
1,136.8 |
1,149.0 |
1,179.3 |
|
| S4 |
1,112.3 |
1,124.5 |
1,172.5 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.3 |
1,270.8 |
1,199.8 |
|
| R3 |
1,255.3 |
1,235.5 |
1,190.3 |
|
| R2 |
1,220.0 |
1,220.0 |
1,187.0 |
|
| R1 |
1,200.3 |
1,200.3 |
1,183.8 |
1,192.5 |
| PP |
1,184.8 |
1,184.8 |
1,184.8 |
1,181.0 |
| S1 |
1,165.0 |
1,165.0 |
1,177.3 |
1,157.3 |
| S2 |
1,149.5 |
1,149.5 |
1,174.0 |
|
| S3 |
1,114.3 |
1,129.8 |
1,170.8 |
|
| S4 |
1,079.3 |
1,094.8 |
1,161.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,204.5 |
1,169.3 |
35.2 |
3.0% |
21.5 |
1.8% |
47% |
False |
False |
136,773 |
| 10 |
1,212.7 |
1,169.3 |
43.4 |
3.7% |
18.8 |
1.6% |
38% |
False |
False |
132,237 |
| 20 |
1,212.7 |
1,141.1 |
71.6 |
6.0% |
17.5 |
1.5% |
63% |
False |
False |
127,365 |
| 40 |
1,212.7 |
1,078.0 |
134.7 |
11.4% |
19.0 |
1.6% |
80% |
False |
False |
129,555 |
| 60 |
1,212.7 |
1,078.0 |
134.7 |
11.4% |
17.0 |
1.4% |
80% |
False |
False |
113,582 |
| 80 |
1,212.7 |
1,078.0 |
134.7 |
11.4% |
15.5 |
1.3% |
80% |
False |
False |
92,592 |
| 100 |
1,212.7 |
1,078.0 |
134.7 |
11.4% |
13.0 |
1.1% |
80% |
False |
False |
74,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,302.0 |
|
2.618 |
1,262.0 |
|
1.618 |
1,237.5 |
|
1.000 |
1,222.3 |
|
0.618 |
1,213.0 |
|
HIGH |
1,197.8 |
|
0.618 |
1,188.5 |
|
0.500 |
1,185.5 |
|
0.382 |
1,182.8 |
|
LOW |
1,173.3 |
|
0.618 |
1,158.3 |
|
1.000 |
1,148.8 |
|
1.618 |
1,133.8 |
|
2.618 |
1,109.3 |
|
4.250 |
1,069.3 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,185.8 |
1,185.3 |
| PP |
1,185.8 |
1,184.3 |
| S1 |
1,185.5 |
1,183.5 |
|